Projects per year
Personal profile
Biography
Ruben Loaiza-Maya is a Lecturer in the Department of Econometrics and Business Statistics. He completed his doctoral studies in econometrics at the University of Melbourne and his undergraduate degree in economics at the Universidad Nacional de Colombia (Medellin).
His research interests include:
Copula Modelling; Bayesian Estimation Methods; Time Series Analysis; Macroeconomic and Financial Forecasting;
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Projects
- 1 Active
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Variational Inference for Intractable and Misspecified State Space Models
1/01/23 → 31/12/25
Project: Research
Research output
- 15 Article
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Fast and accurate variational inference for models with many latent variables
Loaiza-Maya, R., Smith, M. S., Nott, D. J. & Danaher, P. J., Oct 2022, In: Journal of Econometrics. 230, 2, p. 339-362 24 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus) -
Fast variational bayes methods for multinomial probit models
Loaiza-Maya, R. & Nibbering, D., 2022, (Accepted/In press) In: Journal of Business and Economic Statistics. 12 p.Research output: Contribution to journal › Article › Research › peer-review
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Implicit copula variational inference
Smith, M. S. & Loaiza-Maya, R., 2022, (Accepted/In press) In: Journal of Computational and Graphical Statistics. 13 p.Research output: Contribution to journal › Article › Research › peer-review
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Optimal probabilistic forecasts: when do they work?
Martin, G. M., Loaiza-Maya, R., Maneesoonthorn, W., Frazier, D. T. & Ramírez-Hassan, A., Jan 2022, In: International Journal of Forecasting. 38, 1, p. 384-406 23 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus) -
Scalable Bayesian estimation in the multinomial probit model
Loaiza-Maya, R. & Nibbering, D., 2022, In: Journal of Business and Economic Statistics. 40, 4, p. 1678-1690 13 p.Research output: Contribution to journal › Article › Research › peer-review
3 Citations (Scopus)